S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7199	6.00
$α$	0.1188	7.10
$β$	0.8105	36.17
$γ_{1}$	0.0002	0.00
$γ_{2}$	-0.0784	-0.62
$γ_{3}$	0.2348	2.79
$γ_{4}$	-0.3169	-5.39
$γ_{5}$	0.2170	4.44
$γ_{6}$	-0.0719	-1.55
$γ_{7}$	0.0611	1.17
$γ_{8}$	-0.0980	-1.65
$γ_{9}$	0.1309	1.59

V-Lab

Macquarie Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:28.57% (+1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses